Page 496 - Jolliffe I. Principal Component Analysis
P. 496
Index
computation
296
in (PC) regression 46, 168, 170,
soft constraints 401
173, 182, 412, 413 contingency tables 79, 103, 106, 461
of factors 154, 364 107, 340–343, 375, 385
of PCs 7, 8, 29, 46, 90, 364 see also interactions, principal
efficient calculation 407–414 axes
in computer packages 407, 408 continuum regression 184
parallel processing 413, 414 contours of constant probability
using neural networks 400, 413, 16, 18, 23, 33, 39, 54, 367,
414 368
see also biplots, correspondence enclosing maximum volume 16
analysis, principal co- contrasts between variables 42, 57,
ordinate analysis, singular 58, 67, 76, 81, 99, 162, 217,
value decomposition 244, 245, 294, 297, 344, 347,
computationally intensive methods 349
112, 120-127 convex hulls 81, 82, 214
see also bootstrap, correlation between PCs and
cross-validation, jackknife variables 25, 141, 214, 404
computer languages 407-412 correlation vs. covariance
computer pack- for influence functions 250–251
ages/libraries/software 25, in discriminant analysis 204
66, 150, 153, 162, 271, 407, in factor analysis 156
408 in PCA 7, 10, 14, 21–26, 40, 42,
BMDP 407 65, 74, 76, 83, 98, 134
EISPACK 411 see also conditional
IMSL 411 covariance/correlation
MATLAB 407 matrices, influence
NAG 411 functions, maximum
PRINCALS 375 likelihood estimation,
R/S-PLUS 407-412 partial correlation, robust
SAS 407 estimation
SPSS 375, 407 correspondence analysis 46, 79,
computer science 79 102, 104–107, 338, 341–343,
concentration ellipses 97, 102 353, 372, 373, 375, 385, 386,
concurvities 378 391
conditional covariance or multiple correspondence analysis
correlation matrix 15, 139 102, 343, 375, 376
confidence intervals, see interval Cram´er–von Mises statistic 402
estimation decomposition into ‘PCs’ 402
congruence coefficient 357 crime rates 147–149, 300
consensus components 356 cross-correlation asymmetric PCA
constraints on PCs 393, 401 401
constrained PCA 401 cross-validation 112, 120–127, 131,
contrast, homogeneous and 132, 175, 177, 185, 187, 239,
sparsity constraints 295, 253

